-40.6%
ACN vs SPGI
+8.3%
-48.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.3% |
| 7D | -1.5% | +0.1% | -1.7% | -1.7% |
| 30D | +9.4% | +8.4% | +1.0% | +3.7% |
| 3M | +5.6% | +11.8% | -6.2% | -1.9% |
| 6M | -9.3% | +5.7% | -15.0% | -12.4% |
| YTD | -29.0% | -9.7% | -19.3% | -24.6% |
| 1Y | -24.7% | -12.5% | -12.2% | -18.7% |
| 3Y | -39.8% | +21.8% | -61.6% | -48.5% |
| All | -40.6% | +8.3% | -48.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling